+7,302.0%
COHR vs CME
+7,326.7%
-24.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +13.0% | -0.6% | +13.6% | +13.2% |
| 30D | -6.7% | +4.7% | -11.3% | -8.4% |
| 3M | -14.7% | +7.8% | -22.6% | -18.0% |
| 6M | +20.3% | -11.0% | +31.3% | +22.8% |
| YTD | +64.4% | +4.0% | +60.4% | +58.2% |
| 1Y | +205.9% | +9.1% | +196.8% | +187.8% |
| 3Y | +814.1% | +52.3% | +761.8% | +634.9% |
| 5Y | +387.4% | +76.1% | +311.3% | +265.6% |
| 10Y | +1,308.9% | +280.6% | +1,028.3% | +653.3% |
| All | +7,302.0% | +7,326.7% | -24.7% | +1,327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling